Trend Regularity Adaptive Moving Average is one line on MT4 and MT5 with one setting, and it does something no ordinary moving average does: in a sideways market it stops moving completely.
The smoothing constant is how often the range is expanding
Most adaptive averages speed up and slow down with volatility. This one asks a different question, and the answer is more useful.
On every bar it tracks the highest high and the lowest low of the last Length bars, 99 by default. Then it asks one thing: did that rolling high just get higher, or that rolling low just get lower? If either happened, the bar scores a one. If neither did, it scores a zero.
Take the average of that score over the same 99 bars and you have the fraction of recent bars that pushed the range outward. Square it, and that becomes the smoothing constant of a recursive average.
The squaring is what gives the indicator its character. A market where a third of bars extend the range gives a raw fraction of 0.33 and a constant of 0.11. Halve the frequency to a sixth and the constant falls to 0.028, not 0.055. Regularity is rewarded and irregularity is punished twice over.
What that looks like
Two behaviours, and they're both visible above.
When the market is genuinely trending, new extremes arrive often, the constant climbs, and the line tracks price closely with very little lag for something averaging 99 bars.
When the market goes sideways, no new extremes arrive, the constant collapses toward zero, and the recursive update average += constant × (price − average) moves the line by almost nothing. It goes flat. Not slow, not gently drifting: flat, holding one price for as long as the range holds.
That flat shelf is the product. A moving average that stops moving when there's nothing to follow gives you a level you can reference for as long as the range lasts, and it starts moving again the moment the range breaks.
| Ordinary moving average | Volatility-adaptive average | This | |
|---|---|---|---|
| What it adapts to | Nothing | How far price moves | How often the range expands |
| In a quiet range | Drifts with price | Slows, still drifts | Goes flat and holds |
| Response in a trend | Fixed lag | Faster | Fast, because extremes are frequent |
| Settings that matter | Length | Several | Length |
| Reading the flat part | Not applicable | Not applicable | A level, for as long as it lasts |
One setting
Length at 99 controls both halves at once: the window for the rolling high and low, and the window the score is averaged over. There is no separate smoothing period to balance against it, which is unusual and makes the indicator much easier to tune than most adaptive averages.
Source picks the price the average is applied to. Close by default.
That's the whole settings dialog. Two inputs.
Where it's weak
No signals, no alerts, no colour. It is a single red line. There are no arrows, no trend colouring, no notification block of any kind. If you want to be told when price crosses it, you will have to set that yourself.
The flat shelf is not support. It is the absence of new extremes, drawn as a horizontal line. Price sitting on it means the range has been quiet, not that anyone is defending that price. Treating it as a level to trade against is reading a description as a prediction.
It reacts to the rolling extreme, not to price. A single spike that sets a new 99-bar high raises the constant for a long time afterwards, because that bar keeps scoring while it stays in the window. One outlier can keep the line lively for the best part of a hundred bars.
It only knows about new extremes, not about their direction. A bar that makes a new low and a bar that makes a new high score identically. In a widening range with no trend at all the constant stays high and the line chases price.
Length is doing two jobs. Shortening it makes the extremes more frequent and the averaging window shorter at the same time, so the two effects pull in opposite directions and the result is less predictable than changing one period on a normal average.
Only the line is plotted. The rolling high, the rolling low and the score are internal buffers rather than published plots, so iCustom gets you the average and not the constant behind it. Knowing how adaptive it currently is would be the more interesting number, and it isn't exposed.
Questions you'll have
Does it repaint? No. The value on a closed bar is computed from that bar and its history and does not change. The current bar updates as it forms, like any moving average.
Why is the line perfectly flat? Because no new 99-bar high or low has been made for a while, so the smoothing constant has collapsed and the recursive update is moving the line by almost nothing. It is the intended behaviour and the reason to use it.
Why does it sometimes track price so closely for a 99-period average? Because in a trend nearly every bar extends the range, the constant is high, and the average is barely smoothing at all.
Is the flat line a support level? No. It marks that the range stopped expanding. Nothing was defended at that price.
What should I set Length to? Start at 99. Shorter makes it livelier in both directions, and remember it changes the extreme window and the averaging window together.
Does it have alerts or signals? No. One line, two inputs, nothing else.
Can an EA read it? Yes, the average is a plotted buffer. The adaptive constant itself is internal and not exposed.
Best timeframe? H1 and H4. On D1, 99 bars is five months and the flat stretches last longer than most positions.
MT4? Both platforms are included, one download each. Same construction, same two inputs.
Support
Send me a message with a screenshot, the symbol and the timeframe, and I'll tell you what the tool was doing on that bar.
Analysis tool. It places no trades and makes no profitability claim. Past price behaviour is not a guide to future price behaviour.